valFunction

<p>an S3 object from which to construct a
valuation function.</p>

object

<p><code>valFunction</code> is a generic S3 method for S3 classes
  inheriting from item. It returns the valuation function.</p>

Framework for the implementation of solvency related computations based on
standard models for the Swiss Solvency Test (SST), a risk-based capital standard for Swiss
insurance companies. Allows Monte Carlo simulation of market risk, some insurance risks and
their aggregation. Additional toolbox for preprocessing computations. Convenient 'shiny' GUI
combined with a parser for an input 'excel' (.xlsx) template to simplify model configuration,
data fill-in and results visualization.

Michael Schmutz

sstModel

Swiss Solvency Test (SST) Standard Models

Loris Michel

Melvin Kianmanesh Rad

Adrien Lamit

 Swiss Financial Market Supervisory Authority FINMA

valFunction function

Valuation Function — valFunction

Valuation Function

valFunction: Valuation Function

Description

Usage

Arguments

Value